M
M. Khandakar
Researcher at Indian Institutes of Technology
Publications - 14
Citations - 32
M. Khandakar is an academic researcher from Indian Institutes of Technology. The author has contributed to research in topics: Fractional Poisson process & Covariance. The author has an hindex of 3, co-authored 10 publications receiving 15 citations.
Papers
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Journal ArticleDOI
Mixed fractional risk process
K. K. Kataria,M. Khandakar +1 more
TL;DR: In this article, the authors introduced a compound version of the mixed fractional Poisson process (MFPP) and obtained its mean, variance and the system of fractional differential equations that governs its state probabilities.
Journal ArticleDOI
Convoluted Fractional Poisson Process
K. K. Kataria,M. Khandakar +1 more
TL;DR: In this article, the authors introduced and studied a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities.
Journal ArticleDOI
On the Long-Range Dependence of Mixed Fractional Poisson Process
K. K. Kataria,M. Khandakar +1 more
TL;DR: In this paper, the long-range dependence property of the mixed fractional Poisson process (MFPP) was proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator.
Journal ArticleDOI
On the Long-Range Dependence of Mixed Fractional Poisson Process
K. K. Kataria,M. Khandakar +1 more
TL;DR: In this article, it was shown that the mixed fractional Poisson process exhibits the long-range dependence (LRD) property and established an asymptotic result for the covariance of inverse mixed stable subordinator.
Journal ArticleDOI
Convoluted Fractional Poisson Process.
K. K. Kataria,M. Khandakar +1 more
TL;DR: In this paper, the authors introduced and studied a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities.